Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion

Sivagowry Sriananthakumar, Paramsothy Silvapulle

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)
Original languageEnglish
Pages (from-to)267 - 273
Number of pages7
JournalApplied Financial Economics
Volume18
Issue number4
DOIs
Publication statusPublished - 2008

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